global bull & bear
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in global bull & bear, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Aug 19, 2015, corresponding to the inception date of DPST
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| global bull & bear | -0.54% | 7.73% | 1.60% | 3.61% | 1.53% | N/A |
| Portfolio components: | ||||||
AFK VanEck Vectors Africa Index ETF | 14.20% | -0.25% | 16.57% | 3.33% | -2.36% | -4.51% |
BRZU Direxion Daily Brazil Bull 2X Shares | -38.00% | -0.06% | -31.52% | -29.37% | -43.33% | -38.68% |
CHAU Direxion Daily CSI 300 China A Share Bull 2x Shares | -7.48% | -1.65% | -0.20% | -28.59% | -9.37% | N/A |
DPST Direxion Daily Regional Banks Bull 3X Shares | 18.39% | 81.99% | 22.59% | 37.01% | -33.64% | N/A |
DRN Direxion Daily Real Estate Bull 3x Shares | -6.13% | 17.99% | 7.08% | 4.63% | -14.75% | -2.70% |
DRV Direxion Daily Real Estate Bear 3x Shares | -2.68% | -15.32% | -13.86% | -23.13% | -35.81% | -32.32% |
EDC Direxion Daily Emerging Markets Bull 3X Shares | 3.55% | -5.15% | 16.87% | -4.25% | -15.32% | -13.21% |
EDZ Direxion Daily Emerging Markets Bear 3X Shares | -8.07% | 4.49% | -17.61% | -6.25% | -24.50% | -22.73% |
ERX Direxion Daily Energy Bull 2X Shares | 17.19% | 1.81% | 16.82% | 11.06% | -16.80% | -24.53% |
ERY Direxion Daily Energy Bear 2X Shares | -15.94% | -1.90% | -15.21% | -13.91% | -44.01% | -27.74% |
Monthly Returns
The table below presents the monthly returns of global bull & bear, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.45% | -0.33% | 1.99% | -2.23% | -0.44% | -1.36% | -0.54% | ||||||
| 2023 | 6.50% | -5.95% | -8.49% | -1.16% | -4.91% | 3.59% | 9.49% | -8.31% | -1.76% | -4.18% | 7.13% | 10.07% | -0.56% |
| 2022 | 2.33% | 3.74% | -0.48% | -8.48% | 1.29% | -4.96% | 2.59% | -1.95% | -4.11% | 3.02% | 3.39% | -6.50% | -10.59% |
| 2021 | -1.02% | 7.92% | 1.44% | 2.73% | 4.53% | -1.68% | -4.63% | 0.47% | -2.05% | 0.06% | -2.74% | 2.66% | 7.29% |
| 2020 | -6.36% | -1.13% | -16.06% | 5.89% | 0.11% | 2.16% | 3.97% | -0.04% | -5.03% | 4.32% | 13.99% | 12.46% | 11.09% |
| 2019 | 16.29% | 3.13% | -4.45% | 2.84% | -5.58% | 3.89% | 0.46% | -6.71% | 1.03% | 2.60% | -1.22% | 8.62% | 20.50% |
| 2018 | 9.57% | -4.53% | -3.06% | -2.18% | -3.27% | -3.96% | 3.86% | -6.06% | -1.18% | 1.14% | -1.32% | -1.90% | -13.01% |
| 2017 | 5.06% | 1.90% | -2.20% | -1.31% | -3.06% | 2.26% | 4.54% | 2.23% | 3.16% | -0.06% | -0.04% | 2.18% | 15.25% |
| 2016 | -11.52% | -0.92% | 13.14% | 5.70% | -5.37% | 1.10% | 5.81% | 1.88% | -1.72% | 3.94% | 2.18% | 0.69% | 13.64% |
| 2015 | -7.23% | -3.83% | 6.05% | -1.14% | -7.29% | -13.28% |
Expense Ratio
global bull & bear has a high expense ratio of 1.09%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of global bull & bear is 4, indicating that it is in the bottom 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AFK VanEck Vectors Africa Index ETF | 0.15 | 0.35 | 1.04 | 0.08 | 0.32 |
BRZU Direxion Daily Brazil Bull 2X Shares | -0.75 | -0.95 | 0.90 | -0.34 | -1.51 |
CHAU Direxion Daily CSI 300 China A Share Bull 2x Shares | -0.88 | -1.29 | 0.86 | -0.39 | -1.12 |
DPST Direxion Daily Regional Banks Bull 3X Shares | 0.56 | 1.40 | 1.16 | 0.50 | 1.58 |
DRN Direxion Daily Real Estate Bull 3x Shares | -0.02 | 0.37 | 1.04 | -0.01 | -0.04 |
DRV Direxion Daily Real Estate Bear 3x Shares | -0.35 | -0.16 | 0.98 | -0.20 | -0.51 |
EDC Direxion Daily Emerging Markets Bull 3X Shares | -0.14 | 0.09 | 1.01 | -0.07 | -0.31 |
EDZ Direxion Daily Emerging Markets Bear 3X Shares | -0.10 | 0.16 | 1.02 | -0.04 | -0.16 |
ERX Direxion Daily Energy Bull 2X Shares | 0.27 | 0.63 | 1.07 | 0.11 | 0.67 |
ERY Direxion Daily Energy Bear 2X Shares | -0.36 | -0.29 | 0.97 | -0.13 | -0.75 |
Dividends
Dividend yield
global bull & bear granted a 3.77% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| global bull & bear | 3.77% | 3.46% | 1.62% | 1.93% | 1.22% | 1.92% | 1.44% | 0.50% | 0.27% | 0.22% | 0.29% | 0.29% |
| Portfolio components: | ||||||||||||
AFK VanEck Vectors Africa Index ETF | 1.99% | 2.27% | 3.59% | 4.17% | 3.91% | 6.34% | 1.71% | 1.99% | 2.67% | 2.16% | 2.92% | 2.68% |
BRZU Direxion Daily Brazil Bull 2X Shares | 6.14% | 3.24% | 4.70% | 6.29% | 0.78% | 0.95% | 1.04% | 0.73% | 0.00% | 0.00% | 0.00% | 0.19% |
CHAU Direxion Daily CSI 300 China A Share Bull 2x Shares | 3.38% | 3.97% | 0.77% | 1.73% | 0.09% | 0.58% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DPST Direxion Daily Regional Banks Bull 3X Shares | 1.68% | 1.78% | 1.51% | 0.58% | 0.90% | 1.29% | 2.18% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% |
DRN Direxion Daily Real Estate Bull 3x Shares | 2.57% | 2.84% | 2.70% | 4.21% | 1.90% | 2.59% | 3.11% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% |
DRV Direxion Daily Real Estate Bear 3x Shares | 4.93% | 5.35% | 0.38% | 0.00% | 0.58% | 1.71% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EDC Direxion Daily Emerging Markets Bull 3X Shares | 3.91% | 3.54% | 0.00% | 0.18% | 0.44% | 0.97% | 0.78% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% |
EDZ Direxion Daily Emerging Markets Bear 3X Shares | 5.20% | 4.34% | 0.00% | 0.00% | 0.82% | 1.67% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ERX Direxion Daily Energy Bull 2X Shares | 2.68% | 3.17% | 2.23% | 2.16% | 2.35% | 1.56% | 3.10% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% |
ERY Direxion Daily Energy Bear 2X Shares | 5.24% | 4.14% | 0.32% | 0.00% | 0.43% | 1.50% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the global bull & bear. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the global bull & bear was 47.47%, occurring on May 13, 2020. The portfolio has not yet recovered.
The current global bull & bear drawdown is 25.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.47% | Mar 19, 2020 | 39 | May 13, 2020 | — | — | — |
| -24.88% | Nov 9, 2015 | 53 | Jan 26, 2016 | 221 | Dec 8, 2016 | 274 |
| -23.88% | Jan 29, 2018 | 219 | Dec 10, 2018 | 315 | Mar 12, 2020 | 534 |
| -15.34% | Mar 13, 2020 | 1 | Mar 13, 2020 | 1 | Mar 16, 2020 | 2 |
| -12.65% | Aug 20, 2015 | 27 | Sep 28, 2015 | 28 | Nov 5, 2015 | 55 |
Volatility
Volatility Chart
The current global bull & bear volatility is 4.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| CHAU | DPST | DRN | DRV | BRZU | AFK | ERX | ERY | EDC | EDZ | |
|---|---|---|---|---|---|---|---|---|---|---|
| CHAU | 1.00 | 0.26 | 0.24 | -0.24 | 0.34 | 0.43 | 0.32 | -0.33 | 0.67 | -0.67 |
| DPST | 0.26 | 1.00 | 0.39 | -0.39 | 0.32 | 0.35 | 0.50 | -0.51 | 0.41 | -0.41 |
| DRN | 0.24 | 0.39 | 1.00 | -0.99 | 0.32 | 0.34 | 0.31 | -0.31 | 0.42 | -0.42 |
| DRV | -0.24 | -0.39 | -0.99 | 1.00 | -0.32 | -0.34 | -0.31 | 0.31 | -0.42 | 0.42 |
| BRZU | 0.34 | 0.32 | 0.32 | -0.32 | 1.00 | 0.46 | 0.43 | -0.43 | 0.63 | -0.63 |
| AFK | 0.43 | 0.35 | 0.34 | -0.34 | 0.46 | 1.00 | 0.44 | -0.44 | 0.65 | -0.65 |
| ERX | 0.32 | 0.50 | 0.31 | -0.31 | 0.43 | 0.44 | 1.00 | -1.00 | 0.48 | -0.48 |
| ERY | -0.33 | -0.51 | -0.31 | 0.31 | -0.43 | -0.44 | -1.00 | 1.00 | -0.49 | 0.49 |
| EDC | 0.67 | 0.41 | 0.42 | -0.42 | 0.63 | 0.65 | 0.48 | -0.49 | 1.00 | -1.00 |
| EDZ | -0.67 | -0.41 | -0.42 | 0.42 | -0.63 | -0.65 | -0.48 | 0.49 | -1.00 | 1.00 |